Support theorem for an SPDE with multiplicative noise driven by a cylindrical Wiener process on the real line
Probability
2019-02-07 v2 Analysis of PDEs
Abstract
We prove a Stroock-Varadhan's type support theorem for a stochastic partial differential equation (SPDE) on the real line with a noise term driven by a cylindrical Wiener process on . The main ingredients of the proof are V. Mackevicius's approach to support theorem for diffusion processes and N.V. Krylov's -theory of SPDEs.
Keywords
Cite
@article{arxiv.1809.05965,
title = {Support theorem for an SPDE with multiplicative noise driven by a cylindrical Wiener process on the real line},
author = {Timur Yastrzhembskiy},
journal= {arXiv preprint arXiv:1809.05965},
year = {2019}
}